+93.9%
FTV vs VIG
+252.0%
-158.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -4.5% | -0.4% | -4.1% | -4.0% |
| 30D | -7.1% | -1.0% | -6.1% | -6.0% |
| 3M | -7.2% | +2.8% | -9.9% | -9.9% |
| 6M | -1.5% | +8.2% | -9.7% | -10.0% |
| YTD | +3.5% | +11.0% | -7.5% | -8.1% |
| 1Y | +20.3% | +16.1% | +4.2% | +1.4% |
| 3Y | -3.1% | +56.2% | -59.3% | -41.4% |
| 5Y | +2.3% | +63.0% | -60.6% | -40.5% |
| 10Y | +76.3% | +241.4% | -165.1% | -55.2% |
| All | +93.9% | +252.0% | -158.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling